Пример #1
0
    def to_trade(self):
        trade = TradeData(symbol=self.symbol,
                          exchange=Exchange(self.exchange),
                          orderid=self.orderid,
                          tradeid=self.tradeid,
                          direction=Direction(self.direction),
                          offset=Offset(self.offset),
                          price=self.price,
                          volume=self.volume,
                          datetime=self.datetime.replace(tzinfo=DB_TZ),
                          orderRef=self.orderRef,
                          gateway_name="DB")
        trade.strategy = self.strategy

        return trade